1,366 research outputs found
Primal-dual extragradient methods for nonlinear nonsmooth PDE-constrained optimization
We study the extension of the Chambolle--Pock primal-dual algorithm to
nonsmooth optimization problems involving nonlinear operators between function
spaces. Local convergence is shown under technical conditions including metric
regularity of the corresponding primal-dual optimality conditions. We also show
convergence for a Nesterov-type accelerated variant provided one part of the
functional is strongly convex.
We show the applicability of the accelerated algorithm to examples of inverse
problems with - and -fitting terms as well as of
state-constrained optimal control problems, where convergence can be guaranteed
after introducing an (arbitrary small, still nonsmooth) Moreau--Yosida
regularization. This is verified in numerical examples
Implicit regularization with strongly convex bias: Stability and acceleration
Implicit regularization refers to the property of optimization algorithms to be biased towards a certain class of solutions. This property is relevant to understand the behavior of modern machine learning algorithms as well as to design efficient computational methods. While the case where the bias is given by a Euclidean norm is well understood, implicit regularization schemes for more general classes of biases are much less studied. In this work, we consider the case where the bias is given by a strongly convex functional, in the context of linear models, and data possibly corrupted by noise. In particular, we propose and analyze accelerated optimization methods and highlight a trade-off between convergence speed and stability. Theoretical findings are complemented by an empirical analysis on high-dimensional inverse problems in machine learning and signal processing, showing excellent results compared to the state of the art
Generalized Forward-Backward Splitting
This paper introduces the generalized forward-backward splitting algorithm
for minimizing convex functions of the form , where
has a Lipschitz-continuous gradient and the 's are simple in the sense
that their Moreau proximity operators are easy to compute. While the
forward-backward algorithm cannot deal with more than non-smooth
function, our method generalizes it to the case of arbitrary . Our method
makes an explicit use of the regularity of in the forward step, and the
proximity operators of the 's are applied in parallel in the backward
step. This allows the generalized forward backward to efficiently address an
important class of convex problems. We prove its convergence in infinite
dimension, and its robustness to errors on the computation of the proximity
operators and of the gradient of . Examples on inverse problems in imaging
demonstrate the advantage of the proposed methods in comparison to other
splitting algorithms.Comment: 24 pages, 4 figure
Cell Detection by Functional Inverse Diffusion and Non-negative Group SparsityPart II: Proximal Optimization and Performance Evaluation
In this two-part paper, we present a novel framework and methodology to
analyze data from certain image-based biochemical assays, e.g., ELISPOT and
Fluorospot assays. In this second part, we focus on our algorithmic
contributions. We provide an algorithm for functional inverse diffusion that
solves the variational problem we posed in Part I. As part of the derivation of
this algorithm, we present the proximal operator for the non-negative
group-sparsity regularizer, which is a novel result that is of interest in
itself, also in comparison to previous results on the proximal operator of a
sum of functions. We then present a discretized approximated implementation of
our algorithm and evaluate it both in terms of operational cell-detection
metrics and in terms of distributional optimal-transport metrics.Comment: published, 16 page
Linear convergence of accelerated conditional gradient algorithms in spaces of measures
A class of generalized conditional gradient algorithms for the solution of
optimization problem in spaces of Radon measures is presented. The method
iteratively inserts additional Dirac-delta functions and optimizes the
corresponding coefficients. Under general assumptions, a sub-linear
rate in the objective functional is obtained, which is sharp
in most cases. To improve efficiency, one can fully resolve the
finite-dimensional subproblems occurring in each iteration of the method. We
provide an analysis for the resulting procedure: under a structural assumption
on the optimal solution, a linear convergence rate is
obtained locally.Comment: 30 pages, 7 figure
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